Multivariate hazard orderings of discrete random vectors

Colangelo Antonio
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Colangelo Antonio: Department of Economics, University of Insubria, Italy

Economics and Quantitative Methods from Department of Economics, University of Insubria

Abstract: The task of comparing two random vectors with respect to some multivariate stochastic ordering usually involves an infinite number of comparisons. Dyckerhoff and Mosler (1997) proved that, when the random vectors have finite supports, this task, for some orderings, can be simplified by considering only a small finite number of comparisons. In this paper we extend their results to two multivariate hazard rate stochastic orderings.

Keywords: Multivariate stochastic orderings; dependence orderings; weak hazard rate (whr) ordering; lower orthant decreasing ratio (lodr) ordering; upper orthant increasing ratio (uoir) ordering; multivariate hazard function; hazard gradient. (search for similar items in EconPapers)
Pages: 11 pages
Date: 2005-11
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